Pages that link to "Item:Q1658508"
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The following pages link to Sparse seasonal and periodic vector autoregressive modeling (Q1658508):
Displaying 9 items.
- On the seasonality of vector autoregression residuals (Q375104) (← links)
- High dimensional regression for regenerative time-series: an application to road traffic modeling (Q830094) (← links)
- Two sample tests for high-dimensional autocovariances (Q830592) (← links)
- Estimation of partially nonstationary vector autoregressive models with seasonal behavior (Q1329134) (← links)
- Sparse vector Markov switching autoregressive models. Application to multivariate time series of temperature (Q1658459) (← links)
- Periodic dynamic factor models: estimation approaches and applications (Q1711582) (← links)
- Sparse vector heterogeneous autoregressive modeling for realized volatility (Q2132003) (← links)
- Regularized Estimation in High-Dimensional Vector Auto-Regressive Models Using Spatio-Temporal Information (Q6069868) (← links)
- Existence of a periodic and seasonal INAR process (Q6636851) (← links)
